Many critters that are equipped with barbs or pointy teeth also have irritants that can cause additional discomfort, even if they don't have a specialized system for delivering venom (bees, ants, etc with formic acid) or other serious toxins (neurotoxins, in the case of many spiders, scorpions, jellyfish, etc). Some are equipped with anticoagulants that inhibit clotting/healing. I don't know if some grasshoppers have any of these tools, but they are very large attractive prey to birds (even small hawks like the kestral) so it would not be at all surprising to find that they have chemical defenses.

If you're 'thin skinned' or get kicked enough times in the same place, you might bleed a tiny bit. The barbs are similar to a fine coping saw blade, and those suckers can kick hard. I find that it's much more disgusting when they spit on me.

If you're 'thin skinned' or get kicked enough times in the same place, you might bleed a tiny bit. The barbs are similar to a fine coping saw blade, and those suckers can kick hard. I find that it's much more disgusting when they spit on me.

and you're talking about the big grasshoppers of about 4-5 inches length?

I've never even heard of one that size! The ones we have here range from 1/2" to about 1 1/2". Are you sure you're not thinking of a rabbit?

hmmm... here in Malta those are quite common at this time of year and they're the ones I was talking about... hmmm... guess that was why I never found anything about grasshoppers hurting you over the internet...

Take a look at one:
http://schoolnet.gov.mt/hands.on.farming.gozo/grasshopper.JPG [Broken]

I can't get a sense of scale from that, but I can tell that it's not the same critter that I was talking about. The... 'texture'... is different, unless that's an artifact of the photo. Ours are smoother and 'plated' somewhat like an armadillo. Colour ranges from a pale lime green to the sort of grey shown in your picture. The other immediate thing that I notice is the leg position (unless yours is dead or injured). When ours are 'parked', their rearmost legs are in the leaping position, folded up in '^' shape. The pictured one seems to have its folded under.